Article Per Year (5 Year)
p-Index From 2021 - 2026
0
P-Index
This Author published in this journals
All Journal Journal of Indonesian Economy and Business
Aliman Aliman
Universitas Gadjah Mada
Economics, Econometrics & Finance

Published : 3 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 3 Documents
Search

 1 
MODEL AUTOREGRESIF ANALISIS KAUSALITAS ANTARA JUMLAH UANG BEREDAR DAN TINGKAT PENDAPATAN NASIONAL: STUDI KASUS INDONESIA-THAILAND Aliman Aliman
Journal of Indonesian Economy and Business (JIEB) Vol 13, No 4 (1998): October
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (202.133 KB)

Abstract

In his paper, Cheng Hsiao developed a statistical technique to developing Granger's testing of causality. A sequential method based Akaike's Final Prediction-Error criterion and Granger's concept of causality to multiple autoregressions is suggested. The method not only allows each variabel to enter the equation with a different time lag but also provides a reasonably powerful test of exogenety or causality. In latest development, the Hsiao method developed named Final Prediction-Error Criteria of Hsiao.In this paper, the Hsiao method is applied to Indonesian dan Thailand Money (M0, MI and M2) and nominal GDP (national income) data. It is found bivariante feedback model between M0, Ml and M2 with national income. Moreover, testing of causality in Indonesian and Thailand between M0 (money based) and national income finds strongly and certainly unidirectional causality from national income to M0. Ml and national income, in Indonesian and Thailand made a different result. In Indonesian, between Ml with national income finds unidirectional causality from national income to Ml (narrow money), while in Thailand, create unidirectional causality from Ml to national income. Between M2 and national income, also in Indonesian and Thailand made a different result. In Indonesian, between M2 with national finds unidirectional causality from M2 (broad money) to national income, while in Thailand, create unidirectional causality from national income to M2.
PENGUJIAN TINGKAT MOBILITAS MODAL DI INDONESIA DENGAN PENDEKATAN JEFFREY D. SACHS Aliman Aliman
Journal of Indonesian Economy and Business (JIEB) Vol 16, No 3 (2001): July
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (250.685 KB)

Abstract

The objective of this paper is to test capital mobility in Indonesia for the period of 1970-1998 with Jeffrey D. Sachs’s approach. The tools of analysis are cointegration test, Engle-Granger Error Correction Model (EG-ECM), Insukindro-Error Correction Model (I-ECM) and JM test.  The empirical results using EG-ECM and I-ECM shows that approach of Sachs’s are useful to identify the degree of capital mobility in Indonesia. The empirical result of EG-ECM and I-ECM for the first approach Sachs failed to identify the degree of capital mobility in Indonesia. However, using second approach of Sachs, the empirical result of EG-ECM and I-ECM show that in the short-run capital mobility in Indonesia is closely perfect—from Indonesia to foreign, but in the long-runs is imperfect. Morever, the empirical result of I-ECM shows shock variable in the short-run influences to current account over the period study. Using JM test, it indicates that IECM is superior than EG-ECM for explaining capital mobility in Indonesia.
KAUSALITAS ANTARA EKSPOR DAN PERTUMBUHAN EKONOMI Aliman Aliman; A. Budi Purnomo
Journal of Indonesian Economy and Business (JIEB) Vol 16, No 2 (2001): April
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (284.09 KB)

Abstract

The debate about the role of exports in the development of economic theory has emerged since the 1950s. In the macroeconomic theory, the relationships between export and economic growth and / or national income is an identity because export is a part of national income, but in development economics, heavily concern over matters wether export make prosperity (wealth) or suffering to a nation. Jung and Marshall (1985) examine four viewpoints characterize equally plausible hypothesis of relationships between export and economic growth: (1) export-led growth hypothesis, (2) internally generated export hypothesis, (3) export-reducing growth hypothesis and (4) growth-reducing export hypothesis. The empirical result using real national income and real export data over 1969–1997 suggests that error correction causality tests show bidirectional pattern, but according to the value of error correction term, adjustment coefficient reaction, Granger-causality test (1969) and final prediction error (FPE) show unidirectional causality from real national income to real export. Thus, over the period 1969-1997, Indonesia supported internally generated export hypothesis.
Co-Authors A. Budi Purnomo